0001752724-23-194333.txt : 20230828
0001752724-23-194333.hdr.sgml : 20230828
20230828130444
ACCESSION NUMBER: 0001752724-23-194333
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20230630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: UBS FUNDS
CENTRAL INDEX KEY: 0000886244
IRS NUMBER: 367056204
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06637
FILM NUMBER: 231213378
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-525-7100
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: BRINSON FUNDS INC
DATE OF NAME CHANGE: 19920929
0000886244
S000053041
UBS Multi Income Bond Fund
C000166868
Class A
UTBAX
C000166870
Class P
UTBPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000886244
XXXXXXXX
S000053041
C000166868
C000166870
UBS FUNDS
811-06637
0000886244
549300N85N4CCOEZQJ49
ONE NORTH WACKER DR.
CHICAGO
60606
312-525-7100
UBS Multi Income Bond Fund
S000053041
549300OHZ6UI1RKLNQ71
2023-06-30
2023-06-30
N
24810821.86
872735.50
23938086.36
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
365512.55000000
EUR
JPY
NZD
USD
N
50% BARCLAYS US INTERMEDIATE CORP 25% BARCLAYS US CORP HY 25% BARCLAYS GLOB EM HARD CCY Agg hUSD
50% BARCLAYS US INTERMEDIATE CORP 25% BARCLAYS US CORP HY 25% BARCLAYS GLOB EM HARD CCY Agg hUSD
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBU8
300000.00000000
PA
USD
275738.67000000
1.151882677057
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AU8
150000.00000000
PA
USD
137520.92000000
0.574485854599
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
03969AAQ3
200000.00000000
PA
USD
195618.98000000
0.817187209779
Long
DBT
CORP
XX
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RMN9
58000.00000000
PA
USD
41991.86000000
0.175418616878
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
250000.00000000
PA
USD
247499.88000000
1.033916731178
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAM8
150000.00000000
PA
USD
138656.56000000
0.579229926380
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
110000.00000000
PA
USD
109785.11000000
0.458621079183
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
250000.00000000
PA
USD
252235.75000000
1.053700559880
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CN6
99000.00000000
PA
USD
94744.61000000
0.395790242273
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BF0
300000.00000000
PA
USD
295255.49000000
1.233413087243
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital LLC
05565EAH8
400000.00000000
PA
USD
377239.85000000
1.575898107838
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd.
000000000
200000.00000000
PA
USD
60102.00000000
0.251072701034
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDS7
64000.00000000
PA
USD
42909.22000000
0.179250836322
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EF1
40000.00000000
PA
USD
33506.91000000
0.139973218811
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.05000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased USD / Sold EUR
000000000
1.00000000
NC
9.22000000
0.000038516027
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
20000.00000000
EUR
21849.08000000
USD
2023-07-20
9.22000000
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
275000.00000000
PA
USD
254903.77000000
1.064846062323
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAH4
40000.00000000
PA
USD
36850.83000000
0.153942255223
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
200000.00000000
PA
USD
184197.61000000
0.769475083471
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.83600000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
200000.00000000
PA
USD
189495.58000000
0.791607053087
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
300000.00000000
PA
USD
230113.52000000
0.961286196980
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38143U8H7
200000.00000000
PA
USD
191964.45000000
0.801920617684
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd.
000000000
250000.00000000
PA
USD
230605.00000000
0.963339326845
Long
DBT
CORP
KY
N
2
2027-02-12
Fixed
2.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-11.00000000
NC
USD
20570.63000000
0.085932641776
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUU3 Comdty
2023-09-29
-2257351.88000000
USD
20570.63000000
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CC6
100000.00000000
PA
USD
69174.55000000
0.288972764822
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust
03066EAF1
250000.00000000
PA
USD
240992.75000000
1.006733564144
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
1.48000000
N
N
N
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
250000.00000000
PA
USD
222330.38000000
0.928772570440
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAV3
50000.00000000
PA
USD
42460.33000000
0.177375623771
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
370000.00000000
PA
USD
342072.24000000
1.428987408833
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAP0
250000.00000000
PA
USD
233767.80000000
0.976551744715
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
1000000.00000000
OU
Notional Amount
-2484.50000000
-0.01037885803
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-06-15
0.00000000
NZD
0.00000000
NZD
1000000.00000000
NZD
-2484.50000000
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
200000.00000000
PA
USD
191531.78000000
0.800113163264
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58200000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762VAA9
105000.00000000
PA
USD
99200.32000000
0.414403718443
Long
DBT
CORP
US
N
2
2026-09-15
Variable
5.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
5.00000000
NC
USD
-6179.03000000
-0.02581254786
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
598366.53000000
USD
-6179.03000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
371.52000000
0.001552003758
N/A
DFE
MX
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
72445.37000000
USD
1250000.00000000
MXN
2023-07-20
371.52000000
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428XBG0
50000.00000000
PA
USD
43137.39000000
0.180204003575
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HA2
50000.00000000
PA
USD
53855.64000000
0.224978885906
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.67500000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780AX4
100000.00000000
PA
USD
113850.00000000
0.475601926936
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
Yale University
98459LAB9
100000.00000000
PA
USD
82725.92000000
0.345582845495
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
1.48200000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJQ4
100000.00000000
PA
USD
100260.00000000
0.418830471626
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QBB3
150000.00000000
PA
USD
128583.00000000
0.537148200011
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
508812.50000000
NS
USD
508812.50000000
2.125535401402
Long
STIV
RF
US
N
2
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
50000.00000000
PA
USD
43952.50000000
0.183609079435
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.87500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
200000.00000000
PA
USD
208016.00000000
0.868975058706
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFA7
75000.00000000
PA
USD
71724.18000000
0.299623699745
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.87500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAR0
100000.00000000
PA
USD
95009.57000000
0.396897097667
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
150000.00000000
PA
USD
113842.50000000
0.475570596111
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAK6
300000.00000000
PA
USD
308027.37000000
1.286766892589
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
12434DAL6
400000.00000000
PA
USD
380178.60000000
1.588174569523
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.49500000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BS4
400000.00000000
PA
USD
340553.48000000
1.422642874950
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.50000000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust
85571XAN7
125000.00000000
PA
USD
312.50000000
0.001305451051
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
7.94400000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co.
501044CK5
25000.00000000
PA
USD
27654.55000000
0.115525316368
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.90000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
50000.00000000
PA
USD
46498.26000000
0.194243847652
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AL2
100000.00000000
PA
USD
97089.61000000
0.405586346961
Long
DBT
CORP
US
N
2
2025-04-16
Fixed
4.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-10.00000000
NC
-1154.71000000
-0.00482373562
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Futures
RXU3 Comdty
2023-09-07
-1336341.80000000
EUR
-1154.71000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703TAC0
250000.00000000
PA
USD
250912.92000000
1.048174512475
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc.
77313LAA1
300000.00000000
PA
USD
265500.00000000
1.109111213015
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
400000.00000000
PA
USD
393714.86000000
1.644721529027
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.
03522AAJ9
165000.00000000
PA
USD
157705.49000000
0.658805752591
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
250000.00000000
PA
USD
234772.44000000
0.980748571415
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30296CAE3
50000.00000000
PA
USD
46821.06000000
0.195592326370
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Variable
4.13400000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings, Inc.
37255LAA5
250000.00000000
PA
USD
245581.70000000
1.025903642867
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
214000.00000000
PA
USD
214000.00000000
0.893972879793
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325BD6
155000.00000000
PA
USD
157954.30000000
0.659845142274
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.12500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAL9
300000.00000000
PA
USD
286431.87000000
1.196552914432
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BD2
250000.00000000
PA
USD
248575.00000000
1.038407984087
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BX7
100000.00000000
PA
USD
98654.17000000
0.412122207750
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
50000.00000000
PA
USD
49729.00000000
0.207740081024
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22303XAA3
150000.00000000
PA
USD
129750.00000000
0.542023276416
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CQ9
50000.00000000
PA
USD
45587.06000000
0.190437361259
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC/CCO Holdings Capital Corp.
1248EPBR3
75000.00000000
PA
USD
73127.36000000
0.305485404723
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FBC9
250000.00000000
PA
USD
210447.36000000
0.879131927402
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.75800000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
500000.00000000
OU
Notional Amount
-1997.04000000
-0.00834252149
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-06-21
0.00000000
NZD
0.00000000
NZD
500000.00000000
NZD
-1997.04000000
N
N
N
State of Washington
549300X3TODFMUKLQ364
State of Washington
93974CRE2
70000.00000000
PA
USD
71199.64000000
0.297432463603
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.14000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co.
37045VAV2
100000.00000000
PA
USD
100683.05000000
0.420597739041
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAD2
100000.00000000
PA
USD
98340.91000000
0.410813581842
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.72500000
N
N
N
N
N
N
BX Trust
N/A
BX Mortgage Trust
05609PAL2
175000.00000000
PA
USD
165834.24000000
0.692763145332
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.49200000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
337308.26000000
PA
USD
327783.82000000
1.369298343528
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.44400000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AD0
200000.00000000
PA
USD
198100.00000000
0.827551530313
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
50000.00000000
PA
USD
43740.05000000
0.182721581592
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
67000.00000000
PA
USD
43631.95000000
0.182269999965
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BB1
200000.00000000
PA
USD
192910.39000000
0.805872228459
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
arbor multifamily mortgage securities trust
N/A
Arbor Multifamily Mortgage Securities Trust
03882KAW2
150000.00000000
PA
USD
110777.87000000
0.462768277856
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Fixed
2.51100000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
City of San Antonio Electric & Gas Systems Revenue
796253Y30
105000.00000000
PA
USD
114444.24000000
0.478084330881
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
5.80800000
N
N
N
N
N
N
Newmark Group Inc
N/A
Newmark Group, Inc.
65158NAB8
150000.00000000
PA
USD
148500.00000000
0.620350339483
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFH7
250000.00000000
PA
USD
245311.92000000
1.024776652196
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BQ5
45000.00000000
PA
USD
44999.94000000
0.187984700711
Long
DBT
CORP
US
N
2
2023-09-15
Variable
8.88200000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
140000.00000000
PA
USD
135203.84000000
0.564806384130
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBG8
155000.00000000
PA
USD
146175.39000000
0.610639412865
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust
05547HAJ0
135000.00000000
PA
USD
118830.70000000
0.496408519097
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
4.49800000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJY7
350000.00000000
PA
USD
341702.40000000
1.427442423179
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.87500000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
250000.00000000
PA
USD
251988.25000000
1.052666642648
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
723232.96000000
NS
USD
723232.96000000
3.021264729032
Long
STIV
RF
US
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BC1
200000.00000000
PA
USD
183740.65000000
0.767566158951
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBL1
250000.00000000
PA
USD
223811.69000000
0.934960659069
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148LAF3
30000.00000000
PA
USD
28009.67000000
0.117008810055
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAG5
50000.00000000
PA
USD
41801.68000000
0.174624150700
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold EUR
000000000
1.00000000
NC
-183.82000000
-0.00076789763
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
25000.00000000
EUR
27116.00000000
USD
2023-07-20
-183.82000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
59022CAJ2
125000.00000000
PA
USD
131827.04000000
0.550699993380
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAV2
50000.00000000
PA
USD
47043.45000000
0.196521347999
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.01700000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBK0
300000.00000000
PA
USD
279382.85000000
1.167106032614
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
200000.00000000
PA
USD
197814.04000000
0.826356948609
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BK9
350000.00000000
PA
USD
328114.30000000
1.370678905011
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP/GLP Financing II, Inc.
361841AJ8
200000.00000000
PA
USD
195700.64000000
0.817528339805
Long
DBT
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased CLP / Sold USD
000000000
1.00000000
NC
1334.21000000
0.005573586710
N/A
DFE
CL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
120665.88000000
USD
98000000.00000000
CLP
2023-07-20
1334.21000000
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bonds
857524AE2
100000.00000000
PA
USD
104671.00000000
0.437257174303
Long
DBT
NUSS
PL
N
2
2032-11-16
Fixed
5.75000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
City of Houston
442331QM9
50000.00000000
PA
USD
52749.11000000
0.220356419501
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
6.29000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBQ7
50000.00000000
PA
USD
38494.21000000
0.160807382098
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BN1
100000.00000000
PA
USD
92224.71000000
0.385263502742
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.12500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
254900AE5FEFIJOXWL19
Level 3 Financing, Inc.
527298BU6
184000.00000000
PA
USD
186692.47000000
0.779897219821
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
10.50000000
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FS96
150000.00000000
PA
USD
136348.55000000
0.569588345323
Long
DBT
MUN
US
N
2
2028-02-15
Fixed
2.65700000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAG0
100000.00000000
PA
USD
76421.57000000
0.319246780426
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.85100000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
300000.00000000
PA
USD
306387.97000000
1.279918391939
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BF9
75000.00000000
PA
USD
72150.92000000
0.301406381926
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Swap
000000000
1300000.00000000
OU
Notional Amount
USD
56729.43000000
0.236983980869
N/A
DCR
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Markit iBoxx USD Liquid High Yield Index
IBOXHY INDEX
Y
equity-performance leg
2023-09-20
0.00000000
USD
0.00000000
USD
1300000.00000000
USD
56729.43000000
N
N
N
RKPF OVERSEAS 2019 A LTD
254900P8BXRCW5458103
RKPF Overseas 2019 A Ltd.
000000000
200000.00000000
PA
USD
113746.00000000
0.475167472827
Long
DBT
CORP
VG
N
2
2025-09-04
Fixed
6.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
250000.00000000
PA
USD
252633.75000000
1.055363182339
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505EU4
110000.00000000
PA
USD
109697.50000000
0.458255093369
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
6.30000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bonds
715638AS1
200000.00000000
PA
USD
207242.00000000
0.865741717543
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164Q6M5
200000.00000000
PA
USD
190628.08000000
0.796338007696
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp.
680665AJ5
200000.00000000
PA
USD
190725.73000000
0.796745935041
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.12500000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
250000.00000000
PA
USD
239362.50000000
0.999923287101
Long
DBT
CORP
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bonds
900123AY6
100000.00000000
PA
USD
84323.00000000
0.352254556742
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAZ1
65000.00000000
PA
USD
62427.95000000
0.260789225425
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VER1
400000.00000000
PA
USD
385601.58000000
1.610828761334
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
50000.00000000
PA
USD
46251.84000000
0.193214442058
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp.
88947EAS9
250000.00000000
PA
USD
242066.79000000
1.011220305414
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCC3
38000.00000000
PA
USD
31472.72000000
0.131475505295
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAM1
200000.00000000
PA
USD
198026.30000000
0.827243652737
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30166QAD1
125000.00000000
PA
USD
123154.41000000
0.514470572742
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.65000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
70000.00000000
PA
USD
68682.73000000
0.286918214627
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAU5
250000.00000000
PA
USD
237526.90000000
0.992255172062
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas, Inc.
00108WAJ9
50000.00000000
PA
USD
39999.72000000
0.167096564856
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BR2
250000.00000000
PA
USD
242695.53000000
1.013846831154
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.95000000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd.
09681MAM0
250000.00000000
PA
USD
237877.50000000
0.993719783706
Long
DBT
CORP
SG
N
2
2025-04-29
Fixed
3.25000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286WAG1
225000.00000000
PA
USD
217329.77000000
0.907882805382
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41283LAY1
300000.00000000
PA
USD
283338.00000000
1.183628447733
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BD4
50000.00000000
PA
USD
47059.15000000
0.196586933860
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BL7
50000.00000000
PA
USD
32936.50000000
0.137590363342
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HB0
300000.00000000
PA
USD
298263.87000000
1.245980424309
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AU7
60000.00000000
PA
USD
56814.71000000
0.237340233239
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
70000.00000000
PA
USD
66784.90000000
0.278990137288
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
New York State Urban Development Corp.
6500357E2
70000.00000000
PA
USD
65854.13000000
0.275101898329
Long
DBT
MUN
US
N
2
2027-03-15
Fixed
3.15000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
2500000.00000000
OU
Notional Amount
USD
-37266.75000000
-0.15567973746
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S40
2I65BYEC5
Y
buy protection
2028-06-20
0.00000000
USD
-18614.86000000
USD
2500000.00000000
USD
-18651.89000000
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAP6
350000.00000000
PA
USD
334509.79000000
1.397395702268
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BB6
60000.00000000
PA
USD
52757.40000000
0.220391050506
Long
DBT
CORP
CA
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
50000.00000000
PA
USD
44068.62000000
0.184094164158
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp.
35137LAK1
25000.00000000
PA
USD
23406.81000000
0.097780623095
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
-1.00000000
NC
-4230.25000000
-0.01767162978
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
TSE Japanese 10 Year Bond Futures
JBU3 Comdty
2023-09-12
-147939596.00000000
JPY
-4230.25000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
300000.00000000
PA
USD
284767.32000000
1.189599351081
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAH5
70000.00000000
PA
USD
58544.78000000
0.244567502679
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AH2
100000.00000000
PA
USD
104721.04000000
0.437466213569
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp.
35137LAM7
25000.00000000
PA
USD
23918.75000000
0.099919223451
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Swap
000000000
1000000.00000000
OU
Notional Amount
-807.39000000
-0.00337282599
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2033-06-16
0.00000000
NZD
0.00000000
NZD
1000000.00000000
NZD
-807.39000000
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
80000.00000000
PA
USD
70956.03000000
0.296414796625
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZW6
300000.00000000
PA
USD
281998.56000000
1.178033012994
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased BRL / Sold USD
000000000
1.00000000
NC
3880.49000000
0.016210527197
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
202321.59000000
USD
990000.00000000
BRL
2023-07-20
3880.49000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold AUD
000000000
1.00000000
NC
1792.07000000
0.007486270928
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
115000.00000000
AUD
78431.62000000
USD
2023-07-20
1792.07000000
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas, Inc.
0010EPAF5
50000.00000000
PA
USD
53632.61000000
0.224047190712
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.65000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742BG9
300000.00000000
PA
USD
272900.63000000
1.140026925694
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AT9
200000.00000000
PA
USD
194962.40000000
0.814444384016
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
4.62500000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAG7
400000.00000000
PA
USD
375865.18000000
1.570155501770
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DQ7
33000.00000000
PA
USD
31079.67000000
0.129833561181
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co.
254687EX0
50000.00000000
PA
USD
48233.64000000
0.201493299316
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
4.95000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
5.00000000
NC
USD
-3772.17000000
-0.01575802653
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
565100.30000000
USD
-3772.17000000
N
N
N
2023-07-27
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer